Yu Taishan, editor-in-chief: A General History of the Western Regions, Zhongzhou Ancient Books Publishing House, which comprehensively introduces the ancient and modern history of the Western Regions (part of Xinjiang). To understand the Western Regions in a broad sense, we can look at Wang Zhihuan's General History of Central Asia.
Haneda Heng: The Cultural History of the Western Regions tells the story of the western civilization from ancient times to the present.
The above introduction is too academic. If you want to know, just these three books.